Emil Pagliarulo wrote the line in at the last minute according to a http://kotaku.com/5886648/how-they-came-up-with-skyrims-arrow-in-the-knee-line?utm_campaign=socialflow_kotaku_facebook&utm_source=kotaku_facebook&utm_medium=socialflow.
I know Emil worked with Bethesda for Oblivion, but I don't know how much influence he had in the expansions (he was the writer for FO3 which was in full development at the time).
What's my point? I think it's just happenstance. We already know that these particular characters are a reference to Palahniuk's novel
Fight Club, and I don't think there is anything else to garner from it.
But that's just me I guess being the poop on the party.